+369.5%
SAP vs HCA
+1,648.5%
-1,279.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -2.9% | -3.1% | +0.2% | -2.1% |
| 30D | +9.0% | -1.1% | +10.1% | +9.2% |
| 3M | +14.9% | +12.2% | +2.8% | +11.6% |
| 6M | +11.9% | -25.3% | +37.2% | +19.4% |
| YTD | -9.9% | -12.9% | +3.0% | -7.8% |
| 1Y | -19.5% | -0.9% | -18.6% | -20.6% |
| 3Y | +61.8% | +47.6% | +14.2% | +42.0% |
| 5Y | +56.2% | +67.0% | -10.8% | +30.3% |
| 10Y | +180.6% | +471.4% | -290.8% | +67.9% |
| All | +369.5% | +1,648.5% | -1,279.0% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling